pean put option on a barrel of crude oil with a strike price of $50 and a maturity of one-month, trades for $3.0. What is the price of the call premium with identical strike price and time until expiration, if the one-month risk-free rate is 2% and the spot price of the underlying asset is $52? NAME TYPE STRIKE PRICE  PRICE AT EXPIRATION DATE A PUT 100 115 B CALL 100 95 C PUT  80 70 D CALL 80 95   A. Which of the following options are in the money? B. Which of the following options are out of the money? C. What is the intrinsic value of the C option?

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